Making your own paper wallets might be your most inexpensive method, but you have to know what you doing or it will be your worst nightmare. There are a lot of advice on this forum on creating your own secure paper wallets, so you have to do some research before you attempt this.

Buying a hardware wallet will be a bit more expensive, but it is a lot easier and it gives you easier access to your coins. The other methods < Desktop wallets and online wallets > are the least secure, but the easiest method to store bitcoins.